A Note on Adaptation in Garch Models.
| Year of publication: |
1995
|
|---|---|
| Authors: | Gonzalez-Rivera, G. |
| Institutions: | A. Gary Anderson Graduate School of Management, University of California-Riverside |
| Subject: | REGRESSION ANALYSIS | MAXIMUM LIKELIHOOD |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 15 pages |
| Classification: | C22 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
| Source: |
Persistent link: https://www.econbiz.de/10005775765